NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.174 |
4.316 |
0.142 |
3.4% |
4.255 |
| High |
4.320 |
4.389 |
0.069 |
1.6% |
4.402 |
| Low |
4.170 |
4.233 |
0.063 |
1.5% |
3.998 |
| Close |
4.279 |
4.372 |
0.093 |
2.2% |
4.176 |
| Range |
0.150 |
0.156 |
0.006 |
4.0% |
0.404 |
| ATR |
0.137 |
0.138 |
0.001 |
1.0% |
0.000 |
| Volume |
60,928 |
73,189 |
12,261 |
20.1% |
243,608 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.799 |
4.742 |
4.458 |
|
| R3 |
4.643 |
4.586 |
4.415 |
|
| R2 |
4.487 |
4.487 |
4.401 |
|
| R1 |
4.430 |
4.430 |
4.386 |
4.459 |
| PP |
4.331 |
4.331 |
4.331 |
4.346 |
| S1 |
4.274 |
4.274 |
4.358 |
4.303 |
| S2 |
4.175 |
4.175 |
4.343 |
|
| S3 |
4.019 |
4.118 |
4.329 |
|
| S4 |
3.863 |
3.962 |
4.286 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.404 |
5.194 |
4.398 |
|
| R3 |
5.000 |
4.790 |
4.287 |
|
| R2 |
4.596 |
4.596 |
4.250 |
|
| R1 |
4.386 |
4.386 |
4.213 |
4.289 |
| PP |
4.192 |
4.192 |
4.192 |
4.144 |
| S1 |
3.982 |
3.982 |
4.139 |
3.885 |
| S2 |
3.788 |
3.788 |
4.102 |
|
| S3 |
3.384 |
3.578 |
4.065 |
|
| S4 |
2.980 |
3.174 |
3.954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.389 |
3.998 |
0.391 |
8.9% |
0.130 |
3.0% |
96% |
True |
False |
53,812 |
| 10 |
4.402 |
3.916 |
0.486 |
11.1% |
0.171 |
3.9% |
94% |
False |
False |
50,328 |
| 20 |
4.402 |
3.868 |
0.534 |
12.2% |
0.137 |
3.1% |
94% |
False |
False |
45,719 |
| 40 |
4.641 |
3.868 |
0.773 |
17.7% |
0.124 |
2.8% |
65% |
False |
False |
38,487 |
| 60 |
4.975 |
3.868 |
1.107 |
25.3% |
0.119 |
2.7% |
46% |
False |
False |
31,868 |
| 80 |
5.468 |
3.868 |
1.600 |
36.6% |
0.119 |
2.7% |
32% |
False |
False |
28,046 |
| 100 |
5.904 |
3.868 |
2.036 |
46.6% |
0.122 |
2.8% |
25% |
False |
False |
25,145 |
| 120 |
5.949 |
3.868 |
2.081 |
47.6% |
0.124 |
2.8% |
24% |
False |
False |
22,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.052 |
|
2.618 |
4.797 |
|
1.618 |
4.641 |
|
1.000 |
4.545 |
|
0.618 |
4.485 |
|
HIGH |
4.389 |
|
0.618 |
4.329 |
|
0.500 |
4.311 |
|
0.382 |
4.293 |
|
LOW |
4.233 |
|
0.618 |
4.137 |
|
1.000 |
4.077 |
|
1.618 |
3.981 |
|
2.618 |
3.825 |
|
4.250 |
3.570 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.352 |
4.329 |
| PP |
4.331 |
4.286 |
| S1 |
4.311 |
4.243 |
|